I believe, if still active not sure, you could use DDL (datastream data loader) to request (via FTP) updates or updated time series, good for revisions, and receiving them in the form of csv files. It is a bit silly sometimes at the beginning of the day but in my opinion it is the only platform independent api.
If your information has to be delivered quickly this is not an option. I do not think the excel option then loaded into R is actually a robust solution at all, but some do fine with it. Good luck, RIccardo ________________________________ Da: "[email protected]" <[email protected]> A: [email protected] Inviato: Mar 15 febbraio 2011, 11:00:01 Oggetto: R-SIG-Finance Digest, Vol 81, Issue 14 Send R-SIG-Finance mailing list submissions to [email protected] To subscribe or unsubscribe via the World Wide Web, visit https://stat.ethz.ch/mailman/listinfo/r-sig-finance or, via email, send a message with subject or body 'help' to [email protected] You can reach the person managing the list at [email protected] When replying, please edit your Subject line so it is more specific than "Re: Contents of R-SIG-Finance digest..." Today's Topics: 1. Datastream Interface (Aidan Corcoran) 2. Re: Datastream Interface (Brian G. Peterson) 3. Re: Datastream Interface (Hixon, Scott R.) 4. Re: Datastream Interface (Pierre Lapointe) 5. Re: Datastream Interface (Hixon, Scott R.) ---------------------------------------------------------------------- Message: 1 Date: Mon, 14 Feb 2011 16:04:15 +0000 From: Aidan Corcoran <[email protected]> To: [email protected] Subject: [R-SIG-Finance] Datastream Interface Message-ID: <[email protected]> Content-Type: text/plain; charset=ISO-8859-1 Dear all, I was just wondering if anyone knows of a way to download data from Thomson Reuters Datastream to R? thanks in advance Aidan ------------------------------ Message: 2 Date: Mon, 14 Feb 2011 10:12:51 -0600 From: "Brian G. Peterson" <[email protected]> To: [email protected] Subject: Re: [R-SIG-Finance] Datastream Interface Message-ID: <[email protected]> Content-Type: text/plain; charset=ISO-8859-1; format=flowed On 02/14/2011 10:04 AM, Aidan Corcoran wrote: > I was just wondering if anyone knows of a way to download data from > Thomson Reuters Datastream to R? I don't believe that Datastream still exists as a product. Are you talking about Thomson Reuters Tick History? (TRTH) or about their newswire? If TRTH, we have code that does this, but it's not packages up with a neat little bow, and assumes a *nix infrastructure with access to curl and awk. The Web Services API for dynamic requests is super-buggy, and imo they should have stayed with the very stable FTP request API (now turned off, alas) Regards, - Brian -- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock ------------------------------ Message: 3 Date: Mon, 14 Feb 2011 10:21:31 -0600 From: "Hixon, Scott R." <[email protected]> To: <[email protected]> Subject: Re: [R-SIG-Finance] Datastream Interface Message-ID: <4261db6d019eb04b998f47b6220944f9056cc...@ushouxmail02.corp.amvescap.net> Content-Type: text/plain Datastream does indeed still exist as a product. However, to my knowledge there is not a way to directly access it using R. ________________________________________ Scott Hixon, CFA Head of Investment Research Portfolio Manager Global Asset Allocation 404.439.3123 direct 404.892.0896 main 404.439.4918 facsimile [email protected] Invesco Global Strategies Two Peachtree Pointe 1555 Peachtree Street, NE Atlanta, Georgia 30309 **************************************************************** Confidentiality Note: The information contained in this ...{{dropped:12}} ------------------------------ Message: 4 Date: Mon, 14 Feb 2011 13:24:04 -0500 From: Pierre Lapointe <[email protected]> To: "Hixon, Scott R." <[email protected]> Cc: [email protected] Subject: Re: [R-SIG-Finance] Datastream Interface Message-ID: <[email protected]> Content-Type: text/plain; charset=ISO-8859-1 There is now way to access Datastream from R at this time. It used to be accessible through a free interface called zappy (XML). But Datastream discontinued it. Matlab has an API to Datastream, but you have to pay a fee to Datastream for it. http://www.mathworks.com/help/toolbox/datafeed/datastream.fetch.html The last time I spoke to my Datastream rep., there was no plan to offer 1) a free API and 2) a way to connect through R. This is why I try to work as much as possible using the Bloomberg API (through RBloomberg). For Datastream data, I have several Excel request tables that I update with the "AFO Index.xlsx" file at night. Everything runs automatically using Scheduler (Windows program). My R programs then read the excel data through read.xlsx. Pierre Lapointe Global Macro Strategist Brockhouse Cooper On Mon, Feb 14, 2011 at 11:21 AM, Hixon, Scott R. <[email protected]> wrote: > Datastream does indeed still exist as a product. ?However, to my > knowledge there is not a way to directly access it using R. > > > > ________________________________________ > > Scott Hixon, CFA > > Head of Investment Research > > Portfolio Manager > > Global Asset Allocation > > > > 404.439.3123 direct > > 404.892.0896 main > > 404.439.4918 facsimile > > [email protected] > > > > Invesco Global Strategies > > Two Peachtree Pointe > > 1555 Peachtree Street, NE > > Atlanta, Georgia 30309 > > > > > > > > **************************************************************** > Confidentiality Note: The information contained in this ...{{dropped:12}} > > _______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should >go. > ------------------------------ Message: 5 Date: Mon, 14 Feb 2011 12:29:47 -0600 From: "Hixon, Scott R." <[email protected]> To: <[email protected]> Cc: [email protected] Subject: Re: [R-SIG-Finance] Datastream Interface Message-ID: <4261db6d019eb04b998f47b6220944f90142f...@ushouxmail02.corp.amvescap.net> Content-Type: text/plain That is exactly how I am set up to read Datastream data into R. Cumbersome to say the least, but seems its the only option. ----- Original Message ----- From: Pierre Lapointe <[email protected]> To: Hixon, Scott R. Cc: [email protected] <[email protected]> Sent: Mon Feb 14 12:24:04 2011 Subject: Re: [R-SIG-Finance] Datastream Interface There is now way to access Datastream from R at this time. It used to be accessible through a free interface called zappy (XML). But Datastream discontinued it. Matlab has an API to Datastream, but you have to pay a fee to Datastream for it. http://www.mathworks.com/help/toolbox/datafeed/datastream.fetch.html The last time I spoke to my Datastream rep., there was no plan to offer 1) a free API and 2) a way to connect through R. This is why I try to work as much as possible using the Bloomberg API (through RBloomberg). For Datastream data, I have several Excel request tables that I update with the "AFO Index.xlsx" file at night. Everything runs automatically using Scheduler (Windows program). My R programs then read the excel data through read.xlsx. Pierre Lapointe Global Macro Strategist Brockhouse Cooper On Mon, Feb 14, 2011 at 11:21 AM, Hixon, Scott R. <[email protected]> wrote: > Datastream does indeed still exist as a product. However, to my > knowledge there is not a way to directly access it using R. > > > > ________________________________________ > > Scott Hixon, CFA > > Head of Investment Research > > Portfolio Manager > > Global Asset Allocation > > > > 404.439.3123 direct > > 404.892.0896 main > > 404.439.4918 facsimile > > [email protected] > > > > Invesco Global Strategies > > Two Peachtree Pointe > > 1555 Peachtree Street, NE > > Atlanta, Georgia 30309 > > > > > > > > **************************************************************** > Confidentiality Note: The information contained in this ...{{dropped:12}} > > _______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should >go. > [[alternative HTML version deleted]] ------------------------------ _______________________________________________ R-SIG-Finance mailing list [email protected] https://stat.ethz.ch/mailman/listinfo/r-sig-finance End of R-SIG-Finance Digest, Vol 81, Issue 14 ********************************************* [[alternative HTML version deleted]] _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
